+1,388.5%
HWM vs CBRE
+424.4%
+964.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | +3.4% | +5.2% | -1.8% | +0.2% |
| 30D | -7.5% | +6.2% | -13.8% | -11.0% |
| 3M | -28.9% | -8.1% | -20.8% | -25.7% |
| 6M | -19.6% | -6.6% | -13.0% | -17.8% |
| YTD | +0.6% | -15.7% | +16.3% | +6.7% |
| 1Y | +0.3% | -9.7% | +10.0% | +1.5% |
| 3Y | +326.1% | +80.4% | +245.7% | +155.6% |
| 5Y | +525.2% | +27.0% | +498.2% | +365.3% |
| 10Y | +1,492.9% | +412.9% | +1,080.0% | +388.6% |
| All | +1,388.5% | +424.4% | +964.1% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling